I sympathize with you, Black7Knight, and can sense your frustration. One manual may tell you how to use that piece of gear, but it may not say anything that can help you understand another. Take "Phantom Power," for instance. Most manuals will tell you how to access PP from that gear, but some don't tell you exactly what PP is, or how it's used, or what other piece of gear would require it. (Your AT2020 does, indeed, need phantom power.)
One other thing- perhaps you have installed Nuendo, but have not configured it/your computer to receive input from FT Ultra? You might have to consult yet another manual- the one for your computer.
Shooting from the hip, here, I'd say that you may have neglected to turn PP on the M-Audio Fast Track Ultra (that IS what you mean by "Ultra," right?). Turn it on- switch on the back- and plug your AT2020 into one of the XLR connections on the front. Your cable should be fine for that connection. If it still does not do anything, I'd suspect that one of those devices- FT Ultra, cable, or AT2020- is defective.